BKLN Options History — June 2013

In June 2013, BKLN traded between $24.63 and $25.07. ATM implied volatility averaged 4.4%. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.9% (HV 20d: 2.4%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 85.59.

Notable Days

  • 2013-06-18: Highest Volume — 6,000 contracts
  • 2013-06-18: Largest IV spike — 26.9% change
  • 2013-06-28: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.85$24.63$25.07$25.07$24.75
Max Pain$25.80$25.00$26.00$25.00$26.00
ATM IV4.4%3.3%5.4%4.8%5.4%
Expected Move1.2%0.7%1.6%1.4%1.6%
HV 20d2.4%1.8%3.3%2.0%3.3%
HV 60d2.2%1.9%2.5%1.9%2.5%
Term Structure-0.5%-2.4%2.4%-1.2%-1.2%
Skew 25d1.0%-2.8%8.9%0.1%1.9%
Skew 10d1.4%-2.9%11.4%0.4%-0.1%
Call IV 25d5.4%3.2%8.7%6.0%4.8%
Put IV 25d6.3%4.1%12.8%6.1%6.7%
Bid-Ask Spread %24.8611.26113.6646.2713.91
Gamma HHI0.620.380.980.930.38
Net GEX-1.1M-2.4M-140.7K-657.6K-2.4M
Net DEX5.5M1.5M14.2M1.9M14.2M
Net VEX-25.2K-78.4K-4.1K-4.6K-78.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio85.590.00506.2042.7940.00
Total Volume716.906,00050
Total OI7,496.71,32915,3941,32915,394

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-06-03$25.07$25.004.8%1.4%2.0%0.0%0.0%0.1%-1.2%-657.6K1.9M-4.6K0.0046.2705441,285
2013-06-04$25.03$25.003.9%1.1%2.0%0.0%0.0%0.0%-1.0%-222.0K1.7M-5.0K0.0032.6405441,290
2013-06-05$24.98$25.004.5%1.3%2.1%0.0%0.0%-0.3%-1.3%-140.7K1.5M-4.1K0.0038.2100441,295
2013-06-06$24.93$25.004.5%1.3%2.0%0.0%0.0%0.1%-1.1%-364.1K2.0M-4.6K0.0028.730515441,295
2013-06-07$24.96$26.003.5%0.7%2.1%0.0%0.0%1.7%0.0%-228.7K2.3M-6.8K0.0011.2600441,737
2013-06-10$24.99$26.004.0%0.9%2.1%0.0%0.0%-0.5%-0.3%-495.4K2.5M-6.2K0.0048.9200441,737
2013-06-11$24.97$26.004.9%0.8%2.1%0.0%0.0%8.9%0.5%-544.9K2.4M-4.4K42.7912.75863,680441,737
2013-06-12$24.94$26.004.9%1.0%2.1%0.0%0.0%0.6%0.4%-853.2K5.6M-26.2K0.0012.970101205,417
2013-06-13$24.96$26.004.1%1.2%1.8%0.0%0.0%0.5%-0.5%-856.6K5.6M-26.2K0.0014.2611601205,427
2013-06-14$24.86$26.003.3%0.9%2.2%0.0%0.0%0.9%-0.4%-1.1M4.3M-22.2K0.0311.6311132365,427
2013-06-17$24.86$26.003.9%1.1%2.2%0.0%0.0%-0.3%-0.7%-969.5K2.8M-8.0K0.0014.25002365,430
2013-06-18$24.90$26.004.9%1.4%2.3%0.0%0.0%-2.8%-2.4%-998.3K2.8M-9.6K0.00113.6606,0002365,430
2013-06-19$24.77$26.004.2%1.2%2.8%0.0%0.0%-0.0%-1.1%-871.0K2.7M-7.2K0.0011.700023611,430
2013-06-20$24.71$26.003.9%1.1%2.8%0.0%0.0%2.4%-0.8%-1.4M5.4M-24.8K506.2014.1852,53123611,430
2013-06-21$24.63$26.004.1%1.2%2.9%0.0%0.0%0.4%-0.6%-1.3M9.3M-39.8K0.1012.8110124113,931
2013-06-24$24.65$26.004.5%1.3%2.9%0.0%0.0%1.7%2.4%-2.3M11.7M-74.0K10.0013.8611025113,896
2013-06-25$24.64$26.004.5%1.3%2.9%0.0%0.0%1.0%0.1%-2.2M11.6M-74.5K0.0012.16083925213,906
2013-06-26$24.65$26.004.7%1.3%2.9%0.0%0.0%1.8%0.0%-1.6M10.5M-40.5K0.0019.830025214,732
2013-06-27$24.74$26.005.3%1.5%3.3%0.0%0.0%1.7%-1.2%-1.8M9.0M-37.9K40.0013.111040025214,732
2013-06-28$24.75$26.005.4%1.6%3.3%0.0%0.0%1.9%-1.2%-2.4M14.2M-78.4K0.0013.910026215,132